/** * Integration Test for Hedging Workflows * * Tests end-to-end hedging operations including account pool management, * cross-platform distribution, and delta-neutral strategies. */ import { CredentialManager } from '@/core/credential-manager/CredentialManager' import { Platform } from '@/types/credential' import { TradingOperation } from '@/core/credential-manager/TradingIntegration' import { LoadBalanceStrategy } from '@/core/credential-manager/HedgingAccountPool' describe('Hedging Workflows Integration Test', () => { let credentialManager: CredentialManager beforeEach(async () => { const config = { accounts: [ // Pacifica accounts for hedging { id: 'pac-hedge-1', name: 'Pacifica Hedge 1', platform: Platform.PACIFICA, enabled: true, credentials: { type: 'ed25519' as const, privateKey: 'f26670e2ca334117f8859f9f32e50251641953a30b54f6ffcf82db836cfdfea5' } }, { id: 'pac-hedge-2', name: 'Pacifica Hedge 2', platform: Platform.PACIFICA, enabled: true, credentials: { type: 'ed25519' as const, privateKey: 'a26670e2ca334117f8859f9f32e50251641953a30b54f6ffcf82db836cfdfea5' } }, { id: 'pac-backup-1', name: 'Pacifica Backup 1', platform: Platform.PACIFICA, enabled: true, credentials: { type: 'ed25519' as const, privateKey: 'b26670e2ca334117f8859f9f32e50251641953a30b54f6ffcf82db836cfdfea5' } }, // Aster accounts for hedging { id: 'ast-hedge-1', name: 'Aster Hedge 1', platform: Platform.ASTER, enabled: true, credentials: { type: 'secp256k1' as const, privateKey: '0x1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef' } }, { id: 'ast-hedge-2', name: 'Aster Hedge 2', platform: Platform.ASTER, enabled: true, credentials: { type: 'secp256k1' as const, privateKey: '0x2234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef' } }, // Binance accounts for hedging { id: 'bnb-hedge-1', name: 'Binance Hedge 1', platform: Platform.BINANCE, enabled: true, credentials: { type: 'hmac' as const, apiKey: 'binance-api-key-1', secretKey: 'binance-secret-key-1' } }, { id: 'bnb-hedge-2', name: 'Binance Hedge 2', platform: Platform.BINANCE, enabled: true, credentials: { type: 'hmac' as const, apiKey: 'binance-api-key-2', secretKey: 'binance-secret-key-2' } } ], hedging: { platforms: { [Platform.PACIFICA]: { enabled: true, primaryAccounts: ['pac-hedge-1', 'pac-hedge-2'], backupAccounts: ['pac-backup-1'], loadBalanceStrategy: LoadBalanceStrategy.ROUND_ROBIN, healthCheckInterval: 10000, failoverThreshold: 2 }, [Platform.ASTER]: { enabled: true, primaryAccounts: ['ast-hedge-1', 'ast-hedge-2'], backupAccounts: [], loadBalanceStrategy: LoadBalanceStrategy.WEIGHTED, healthCheckInterval: 10000, failoverThreshold: 2 }, [Platform.BINANCE]: { enabled: true, primaryAccounts: ['bnb-hedge-1', 'bnb-hedge-2'], backupAccounts: [], loadBalanceStrategy: LoadBalanceStrategy.LEAST_USED, healthCheckInterval: 10000, failoverThreshold: 2 } }, hedging: { enableCrossplatformBalancing: true, maxAccountsPerPlatform: 5, reservationTimeoutMs: 30000 } } } credentialManager = new CredentialManager() await credentialManager.loadConfiguration(config) }) afterEach(async () => { await credentialManager.shutdown() }) describe('Basic Hedging Operations', () => { test('should distribute hedge orders across multiple platforms', async () => { const hedgeVolume = 100000 // $100k to hedge const platforms = [Platform.PACIFICA, Platform.ASTER, Platform.BINANCE] const distribution = await credentialManager.getHedgingAccountDistribution( hedgeVolume, platforms ) // Should distribute across all three platforms expect(distribution.size).toBe(3) expect(distribution.has(Platform.PACIFICA)).toBe(true) expect(distribution.has(Platform.ASTER)).toBe(true) expect(distribution.has(Platform.BINANCE)).toBe(true) // Each platform should have at least one account for (const [platform, accounts] of distribution) { expect(accounts.length).toBeGreaterThan(0) expect(accounts.every(a => a.platform === platform)).toBe(true) } }) test('should handle cross-platform account selection for hedging', async () => { const platforms = [Platform.PACIFICA, Platform.ASTER, Platform.BINANCE] const accountCount = 4 const accounts = await credentialManager.selectAccountsAcrossPlatforms( platforms, accountCount ) expect(accounts.length).toBeLessThanOrEqual(accountCount) // Should select from multiple platforms const selectedPlatforms = new Set(accounts.map(a => a.platform)) expect(selectedPlatforms.size).toBeGreaterThan(1) // All selected accounts should be from requested platforms expect(accounts.every(a => platforms.includes(a.platform))).toBe(true) }) test('should execute simultaneous hedge trades across platforms', async () => { const hedgeTrades = [ { operation: TradingOperation.PLACE_ORDER, platform: Platform.PACIFICA, parameters: { symbol: 'SOL/USDC', side: 'buy' as const, quantity: 100, type: 'market' as const } }, { operation: TradingOperation.PLACE_ORDER, platform: Platform.ASTER, parameters: { symbol: 'ETH/USDC', side: 'sell' as const, quantity: 50, type: 'market' as const } }, { operation: TradingOperation.PLACE_ORDER, platform: Platform.BINANCE, parameters: { symbol: 'BTCUSDT', side: 'buy' as const, quantity: 0.1, type: 'limit' as const, price: 50000 } } ] const startTime = Date.now() const results = await credentialManager.signBatchTradingRequests(hedgeTrades) const duration = Date.now() - startTime // All trades should succeed expect(results).toHaveLength(3) expect(results.every(r => r.success)).toBe(true) // Should complete within reasonable time for hedging (critical for arbitrage) expect(duration).toBeLessThan(200) // Each result should use different platform const resultPlatforms = results.map(r => r.selectedAccount.platform) expect(resultPlatforms).toContain(Platform.PACIFICA) expect(resultPlatforms).toContain(Platform.ASTER) expect(resultPlatforms).toContain(Platform.BINANCE) }) }) describe('Load Balancing Strategies', () => { test('should implement round-robin strategy for Pacifica', async () => { const requests = Array.from({ length: 6 }, () => ({ operation: TradingOperation.GET_BALANCE, platform: Platform.PACIFICA, parameters: {} })) const results = [] for (const request of requests) { const result = await credentialManager.signTradingRequest(request) results.push(result) } const accountIds = results.map(r => r.selectedAccount.accountId) // Should cycle through primary accounts in round-robin fashion expect(accountIds[0]).toBe('pac-hedge-1') expect(accountIds[1]).toBe('pac-hedge-2') expect(accountIds[2]).toBe('pac-hedge-1') expect(accountIds[3]).toBe('pac-hedge-2') }) test('should implement weighted strategy for Aster', async () => { const requests = Array.from({ length: 10 }, () => ({ operation: TradingOperation.GET_POSITIONS, platform: Platform.ASTER, parameters: {} })) const results = [] for (const request of requests) { const result = await credentialManager.signTradingRequest(request) results.push(result) } const accountIds = results.map(r => r.selectedAccount.accountId) const accountUsage = accountIds.reduce((acc, id) => { acc[id] = (acc[id] || 0) + 1 return acc }, {} as Record) // Both accounts should be used (weighted distribution) expect(Object.keys(accountUsage).length).toBeGreaterThan(1) expect(accountUsage['ast-hedge-1']).toBeGreaterThan(0) expect(accountUsage['ast-hedge-2']).toBeGreaterThan(0) }) test('should implement least-used strategy for Binance', async () => { // First, make some requests to create usage history const initialRequests = [ { operation: TradingOperation.GET_BALANCE, platform: Platform.BINANCE, parameters: {} } ] await credentialManager.signTradingRequest(initialRequests[0]) // Now make more requests - should prefer the less-used account const requests = Array.from({ length: 4 }, () => ({ operation: TradingOperation.GET_POSITIONS, platform: Platform.BINANCE, parameters: {} })) const results = [] for (const request of requests) { const result = await credentialManager.signTradingRequest(request) results.push(result) } const accountIds = results.map(r => r.selectedAccount.accountId) // Should use both accounts (least-used balancing) const uniqueAccounts = new Set(accountIds) expect(uniqueAccounts.size).toBeGreaterThan(1) }) }) describe('Failover and Recovery', () => { test('should failover to backup accounts when primary accounts fail', async () => { // Mark primary Pacifica accounts as failed credentialManager.updateAccountAfterTrade('pac-hedge-1', { success: false, error: 'Connection timeout', timestamp: new Date() }) credentialManager.updateAccountAfterTrade('pac-hedge-2', { success: false, error: 'API error', timestamp: new Date() }) // Should failover to backup account const request = { operation: TradingOperation.PLACE_ORDER, platform: Platform.PACIFICA, parameters: { symbol: 'SOL/USDC', side: 'buy' as const, quantity: 10 } } const result = await credentialManager.signTradingRequest(request) expect(result.success).toBe(true) expect(result.selectedAccount.accountId).toBe('pac-backup-1') expect(result.selectedAccount.isPrimary).toBe(false) }) test('should recover primary accounts after successful operations', async () => { // Mark account as failed credentialManager.updateAccountAfterTrade('pac-hedge-1', { success: false, error: 'Temporary failure', timestamp: new Date() }) // Simulate successful recovery credentialManager.updateAccountAfterTrade('pac-hedge-1', { success: true, tradeId: 'recovery-trade-123', timestamp: new Date() }) // Account should be available again const healthCheck = await credentialManager.checkAccountHealth(['pac-hedge-1']) const health = healthCheck.get('pac-hedge-1') expect(health?.isHealthy).toBe(true) expect(health?.consecutiveFailures).toBe(0) }) test('should handle complete platform failure gracefully', async () => { // Disable all Pacifica accounts for (const accountId of ['pac-hedge-1', 'pac-hedge-2', 'pac-backup-1']) { credentialManager.updateAccountAfterTrade(accountId, { success: false, error: 'Platform maintenance', timestamp: new Date() }) } // Request should fail gracefully for unavailable platform const request = { operation: TradingOperation.PLACE_ORDER, platform: Platform.PACIFICA, parameters: { symbol: 'SOL/USDC', side: 'buy' as const, quantity: 10 } } await expect(credentialManager.signTradingRequest(request)) .rejects.toThrow('No available accounts') }) }) describe('Account Reservation for Hedging', () => { test('should reserve accounts for complex hedging strategy', async () => { const accountsToReserve = ['pac-hedge-1', 'ast-hedge-1', 'bnb-hedge-1'] const reservation = await credentialManager.reserveAccountsForTrading( accountsToReserve, 30000 // 30 second reservation ) expect(reservation.success).toBe(true) expect(reservation.reservedAccounts).toEqual(expect.arrayContaining(accountsToReserve)) // Reserved accounts should not be selected for other operations const pacificaRequest = { operation: TradingOperation.GET_BALANCE, platform: Platform.PACIFICA, parameters: {} } const result = await credentialManager.signTradingRequest(pacificaRequest) // Should use non-reserved account expect(result.selectedAccount.accountId).not.toBe('pac-hedge-1') expect(result.selectedAccount.accountId).toBe('pac-hedge-2') }) test('should handle concurrent reservation requests', async () => { const reservation1Promise = credentialManager.reserveAccountsForTrading( ['pac-hedge-1', 'ast-hedge-1'], 20000 ) const reservation2Promise = credentialManager.reserveAccountsForTrading( ['pac-hedge-2', 'bnb-hedge-1'], 20000 ) const [reservation1, reservation2] = await Promise.all([ reservation1Promise, reservation2Promise ]) expect(reservation1.success).toBe(true) expect(reservation2.success).toBe(true) // No overlap in reserved accounts const reserved1 = new Set(reservation1.reservedAccounts) const reserved2 = new Set(reservation2.reservedAccounts) const intersection = new Set([...reserved1].filter(x => reserved2.has(x))) expect(intersection.size).toBe(0) }) test('should auto-release expired reservations', async () => { const shortReservation = await credentialManager.reserveAccountsForTrading( ['pac-hedge-1'], 100 // 100ms reservation ) expect(shortReservation.success).toBe(true) // Wait for expiration await new Promise(resolve => setTimeout(resolve, 200)) // Account should be available again const request = { operation: TradingOperation.GET_BALANCE, platform: Platform.PACIFICA, parameters: {} } const result = await credentialManager.signTradingRequest(request) // Should be able to select the previously reserved account expect(result.success).toBe(true) // Note: Due to round-robin, might select either account, so we just verify success }) }) describe('Delta-Neutral Hedging Scenarios', () => { test('should execute delta-neutral strategy across platforms', async () => { // Simulate a delta-neutral hedging strategy: // 1. Buy SOL on Pacifica (long position) // 2. Sell SOL equivalent on Aster (short position) // 3. Hedge with BTC position on Binance const deltaNeutralTrades = [ { operation: TradingOperation.PLACE_ORDER, platform: Platform.PACIFICA, parameters: { symbol: 'SOL/USDC', side: 'buy' as const, quantity: 100, type: 'market' as const } }, { operation: TradingOperation.PLACE_ORDER, platform: Platform.ASTER, parameters: { symbol: 'SOL/USDC', side: 'sell' as const, quantity: 100, type: 'market' as const } }, { operation: TradingOperation.PLACE_ORDER, platform: Platform.BINANCE, parameters: { symbol: 'BTCUSDT', side: 'buy' as const, quantity: 0.05, type: 'limit' as const, price: 50000 } } ] const startTime = Date.now() const results = await credentialManager.signBatchTradingRequests(deltaNeutralTrades) const executionTime = Date.now() - startTime // All trades should execute successfully expect(results).toHaveLength(3) expect(results.every(r => r.success)).toBe(true) // Should execute quickly for arbitrage opportunities expect(executionTime).toBeLessThan(150) // Verify each platform was used const platforms = results.map(r => r.selectedAccount.platform) expect(platforms).toContain(Platform.PACIFICA) expect(platforms).toContain(Platform.ASTER) expect(platforms).toContain(Platform.BINANCE) // Verify proper signature formats for each platform const pacificaResult = results.find(r => r.selectedAccount.platform === Platform.PACIFICA) const asterResult = results.find(r => r.selectedAccount.platform === Platform.ASTER) const binanceResult = results.find(r => r.selectedAccount.platform === Platform.BINANCE) expect(pacificaResult?.platformSignature.format).toBe('base64') expect(asterResult?.platformSignature.format).toBe('hex') expect(binanceResult?.platformSignature.format).toBe('hex') }) test('should handle partial hedge execution failures', async () => { // Mark one account as failed to simulate partial execution credentialManager.updateAccountAfterTrade('ast-hedge-1', { success: false, error: 'Insufficient balance', timestamp: new Date() }) credentialManager.updateAccountAfterTrade('ast-hedge-2', { success: false, error: 'Market closed', timestamp: new Date() }) const hedgeTrades = [ { operation: TradingOperation.PLACE_ORDER, platform: Platform.PACIFICA, parameters: { symbol: 'SOL/USDC', side: 'buy' as const, quantity: 50 } }, { operation: TradingOperation.PLACE_ORDER, platform: Platform.ASTER, parameters: { symbol: 'SOL/USDC', side: 'sell' as const, quantity: 50 } } ] const results = await Promise.allSettled([ credentialManager.signTradingRequest(hedgeTrades[0]), credentialManager.signTradingRequest(hedgeTrades[1]) ]) // Pacifica should succeed expect(results[0].status).toBe('fulfilled') if (results[0].status === 'fulfilled') { expect(results[0].value.success).toBe(true) } // Aster should fail (no available accounts) expect(results[1].status).toBe('rejected') }) }) describe('High-Frequency Trading Support', () => { test('should handle high-frequency hedge requests', async () => { const requestCount = 50 const requests = Array.from({ length: requestCount }, (_, i) => ({ operation: TradingOperation.GET_BALANCE, platform: [Platform.PACIFICA, Platform.ASTER, Platform.BINANCE][i % 3], parameters: {} })) const startTime = Date.now() const results = await Promise.all( requests.map(req => credentialManager.signTradingRequest(req)) ) const totalTime = Date.now() - startTime expect(results).toHaveLength(requestCount) expect(results.every(r => r.success)).toBe(true) // Should handle high frequency efficiently expect(totalTime).toBeLessThan(500) // 50 requests in 500ms expect(totalTime / requestCount).toBeLessThan(10) // Average < 10ms per request }) test('should maintain account distribution under load', async () => { const requestCount = 30 const requests = Array.from({ length: requestCount }, () => ({ operation: TradingOperation.GET_POSITIONS, platform: Platform.PACIFICA, parameters: {} })) const results = await Promise.all( requests.map(req => credentialManager.signTradingRequest(req)) ) const accountUsage = results.reduce((acc, result) => { const accountId = result.selectedAccount.accountId acc[accountId] = (acc[accountId] || 0) + 1 return acc }, {} as Record) // Should distribute load across available accounts expect(Object.keys(accountUsage).length).toBeGreaterThan(1) // With round-robin, distribution should be relatively even const usageCounts = Object.values(accountUsage) const maxUsage = Math.max(...usageCounts) const minUsage = Math.min(...usageCounts) expect(maxUsage - minUsage).toBeLessThanOrEqual(2) // Allow small variance }) }) })